Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility

Bibliografske podrobnosti

izdano v:	arXiv.org (May 22, 2013), p. n/a
Glavni avtor:	Barunik, Jozef
Drugi avtorji:	Kukacka, Jiri
Izdano:	Cornell University Library, arXiv.org
Teme:	Markets Bifurcation theory Methodology Catastrophe theory Volatility Computer simulation Stock exchanges Stock market crashes Securities markets
Online dostop:	Citation/Abstract Full text outside of ProQuest
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